CubicLineSearch class
CubicLineSearch ( ObjectiveFunction * f, int iter ) a constructor with the default delta | |||||||||
CubicLineSearch ( ObjectiveFunction * f, int iter , Vector <double>* delta) a constructor with the specified delta
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Model <double> | search ( Model <double>& m0, Vector <double>& direction, double descent, double lambda) search for the minimum model along a 1-D direction
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Model <long> | search ( Model <long>&, Vector <double>&, double, double) search for the minimum model along a 1-D direction |
CubicLineSearch() class implements the efficient line search procedure described in Dennis and Schbabel's book entitled "Numerical Methods for Unconstrained and Nonlinear Equations. The objective is to perform a unidimensional search for a minimum point along a specified direction in a multidimensional space.This procedure seems to be fairly robust. It has worked for a fairly broad class of problems from optimization of standard test functons in optimization theory and to hard geophysical problems as stacking power optimization and amplitude seismogram inversion. But we never know ...
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(c)opyright by Malte Zöckler, Roland Wunderling